He looks very Scandinavian. The name Lesnar doesn't sound that Scandinavian, but if you change the spelling and insert an "Ň" or "š" instead it could be.
Minnesota has a very strong Scandinavian background, so that would make sense. He could have some German in there as well.
Fun trivia: In danish "kamp" means "match" or "fight". So Martin Kampmann really lives up to his name.